EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"generalised autoregressive conditional heteroskedasticity in mean (GARCH-M) models"
Narrow search

Narrow search

Year of publication
Subject
All
Property returns 1 generalised autoregressive conditional heteroskedasticity in mean (GARCH-M) models 1 industrial production and construction activity 1 interest rate risk 1 listed property trust 1 market risk 1 property stocks 1
more ... less ...
Online availability
All
Free 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
West, T. 1 Worthington, A. C. 1
Source
All
BASE 1
Showing 1 - 1 of 1
Cover Image
Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns: A comparative analysis using GARCH-M
West, T.; Worthington, A. C. - 2006
This paper employs a Generalised Autoregressive Conditional Heteroskedasticity in Mean (GARCH-M) model to consider the effect of macroeconomic factors on Australian property returns over the period 1985 to 2002. Three direct (office, retail and industrial property) and two indirect (listed...
Persistent link: https://www.econbiz.de/10009457497
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...